Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49604.17 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43591.6 Kr¶

PnL: ---------------------------------------> -1283.98 Kr¶

DD now: ---------------------------------> -6.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:15:56.790478'

Anic Portfolio¶

Today¶

Return: 0.054 %¶

This Week¶

Return: -2.26 %¶

Total portfolio value¶

Return including deposits: 62.391 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.250000 1532.540000 109.540000 7.700000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.900000 916.800000 4.800000 0.530000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 0.840000 901.500000 -2.500000 -0.280000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.200000 986.800000 -6.200000 -0.620000 993.000000
BioGaia B 8 2.000000 897.600000 -6.400000 -0.710000 904.000000
JM 7 0.000000 940.100000 -9.900000 -1.040000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
Biotage 1 -6.200000 133.200000 -15.800000 -10.600000 149.000000
INVISIO 15 0.000000 3555.000000 -17.000000 -0.480000 3571.999995
OX2 12 -1.650000 891.600000 -17.400000 -1.910000 909.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Bufab 3 -0.400000 1055.400000 -20.600000 -1.910000 1076.000001
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Hexatronic Group 15 0.460000 1049.400000 -21.600000 -2.020000 1071.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
Investor B 3 -1.010000 631.200000 -26.800000 -4.070000 657.999999
Addnode Group B 7 -1.100000 877.800000 -27.200000 -3.010000 904.999998
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Sandvik 4 0.100000 819.200000 -28.800000 -3.400000 848.000000
Byggmax Group 33 -0.560000 930.600000 -36.400000 -3.760000 966.999990
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
SKF B 5 -1.270000 936.500000 -43.500000 -4.440000 980.000000
EQT 4 -2.450000 828.400000 -44.600000 -5.110000 873.000000
Catena 2 0.580000 760.800000 -45.200000 -5.610000 806.000000
Orrön Energy 170 -2.690000 1999.200000 -46.800000 -2.290000 2045.999980
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
HEXPOL B 8 -5.350000 891.200000 -65.800000 -6.880000 957.000000
Hexagon B 26 -1.500000 3333.200000 -86.800000 -2.540000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43591.600000 -1283.980000 -6.61927% 44875.578016

Updated:¶

'2023-06-21 16:16:13.577889'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶